+131.4%
WMT vs IT
-46.1%
+177.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -2.5% | -12.7% | +10.2% | -1.3% |
| 30D | -6.4% | -8.9% | +2.5% | -5.7% |
| 3M | -12.1% | +10.1% | -22.3% | -13.3% |
| 6M | -15.0% | +7.3% | -22.2% | -16.1% |
| YTD | -4.5% | -32.4% | +27.9% | -1.2% |
| 1Y | +6.2% | -26.6% | +32.8% | +8.2% |
| 3Y | +99.9% | -51.8% | +151.7% | +117.3% |
| 5Y | +131.4% | -45.6% | +177.1% | +140.4% |
| All | +131.4% | -46.1% | +177.5% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling